It is known to provide a lamp assembly which generally includes a lamp coupled to a lamp sleeve which is coupled to a lamp base by a retainer member. It is known to provide a high intensity discharge (HID) lamp in this manner. The conventional sleeve used with such an HID lamp is typically fabricated from glass and is generally cylindrical in configuration. Typically, the sleeve is attached to the lamp base by engaging an outer surface of the sleeve with a retainer member which is coupled to the lamp base. One concern regarding such structure is that although the outer peripheral surface of the sleeve is round, it is often not consistently round enough to provide a surface which can be satisfactorily held in place by the retainer member. In addition, any imperfections, such as scratches and nicks in the glass which are proximate to the retainer member have a tendency to propagate cracks during lamp assembly, and this ultimately causes lamp failure. In some instances the lamp may even explode. If the glass sleeve is replaced with a plastic sleeve, it will be necessary for thermal reasons to limit the lamp wattage. In one known HID lamp, the retainer member is molded from plastic, and this also tends to limit the temperature capability of the lamp. In addition, processing of such plastic retainer member requires that the retainer member and the base be fabricated by metal insert molding. Further, it is necessary for three parts to be insert molded into such lamp base. An example of such a prior art lamp assembly is illustrated in FIG. 1. In this embodiment a lamp sleeve 2 is held in place by a molded plastic retainer member 4 which is attached to a molded plastic base 6. The retainer member 4 and base 6 contain a plurality of metal inserts 8 which must be provided by metal insert molding. Such a process is difficult and costly.